FAKULTAS TEKNIK SIPIL DAN LINGKUNGAN

SI-5101
Engineering Analysis
Linear Programming

BIEMO W. SOEMARDI
b.soemardi@itb.ac.id

RENDER – STAIR - HANNA 1

Render, Stair, Hanna, and Hale (2018) – Quantitative Analysis for Management:

01
Introduction to
Linear Programming
Models (Graphical)
2
Review Linear Programming
• An LP is a mathematical model for maximizing or minimizing a
linear function of a several variables, subject to a set of linear
constraints.
• The linear model consists of the following components:
• A set of decision variables.
• An objective function.
• A set of constraints.
▪ The output generated from linear programming packages provides
useful “what if” analysis.

3
Review Linear Programming

Assumptions of the linear programming model:

• The parameter values are known with certainty.
• The objective function and constraints exhibit constant returns
to scale (CRS)
• There are no interactions between the decision variables
(the additivity assumption).
• The Continuity assumption: Variables can take on any value
within a given feasible range.

4
Return to Scale
• In a (production) system: the behavior of the rate of increase in
output (production) relative to the associated increase in the inputs.
• In economics, the quantitative change in output of a firm or industry
resulting from a proportionate increase in all inputs
• Constant Return to Scale (CRS): output increases by that same
proportional change as all inputs change
• Decreasing Return of Scale (DRS): output increases by less than that
proportional change in inputs
• Increasing Return to Scale (IRS): output increases by more than the
proportional change in inputs.
5
Return to Scale

6
 Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA

• RAID manufactures two • Technological input

product models: – Model-A requires 2 kg of plastic and 3
− Model-A. minutes of labor per dozen.
− Model-B – Model-B requires 1 kg of plastic and 4
minutes of labor per dozen.

• Resources are limited to: • Marketing requirement

− 1000 kgs of special – Total production cannot exceed 700
plastic. dozens.
− 40 hours of production – Number of dozens of Model-A
time per week. cannot exceed number of dozens of
Model-B by more than 350.
7
 Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA

• The current production plan calls for:

− Producing as much as possible of the more profitable product,
Model-A ($8 profit per dozen).
− Use resources left over to produce Model-B ($5 profit per dozen), while
remaining within the marketing guidelines.

8(450) + 5(100)
• The current production plan consists of:
Model-A = 450 dozen
Model-B = 100 dozen
Profit = $4100 per week
8
 Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA

Problem: finding the best schedule (proportion) that yield the largest profit

Decision Variables:
X1 = weekly production level of Model-A
X2 = weekly production level of Model-B

Objective Function:
To maximized weekly profit

9
Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA

O.F. : Max 8X1 + 5X2 (Weekly profit)

subject to
2X1 + 1X2 < 1000 (Plastic)
3X1 + 4X2 < 2400 (Production Time)
X1 + X2 < 700 (Total production)
X1 - X2 < 350 (Mix)
Xj > 0, j = 1,2 (Non-negativity)

10
Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA
Graphical Model of Linear Modeling
• The set of all points that satisfy all the constraints of the model is called
a Feasible Region
• Using a graphical presentation we can represent all the constraints, the
objective function, and the three types of feasible points.

X2

The non-negativity constraints

X1 11
Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA
Graphical Model of Linear Modeling

12
 Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA
Graphical Model of Linear Modeling
X2
1000 Start at some arbitrary profit, say profit = $2,000...
Then increase the profit, if possible.. ... and continue until it becomes infeasible

700 Model-A = 320 dozen

Profit =$4360
Model-B = 360 dozen
500
• This solution utilizes all the plastic and all the production
hours.
• Total production is only 680 (not 700).
• Model-A production exceeds Model-B production by only
40 dozens.
X1
500 13
Example
The RAID Industries Production Problem – Production Schedule
RENDER – STAIR - HANNA
Graphical Model of Linear Modeling

• If a linear programming problem has an optimal solution,

an extreme point is optimal.

• For multiple optimal solutions to exist, the objective

function must be parallel to one of the constraints

• Any weighted average of optimal solutions is

also an optimal solution.

14
 The Role of Sensitivity Analysis of the Optimal Solution
• Is the optimal solution sensitive to changes in input parameters?
• Possible reasons for asking this question:
− Parameter values used were only best estimates.
− Dynamic environment may cause changes.
− “What-if” analysis may provide economical and operational information.
• Range of Optimality
− The optimal solution will remain unchanged as long as:
• An objective function coefficient lies within its range of optimality
• There are no changes in any other input parameters.
− The value of the objective function will change if the coefficient
multiplies a variable whose value is nonzero.
15
 Sensitivity Analysis of Objective Function Coefficients

X2
1000

Range of Optimality
• The optimal solution will remain
unchanged as long as
Range of optimality:
[3.75, 10] − An objective function coefficient lies
within its range of optimality
500
− There are no changes in any other
input parameters.
• The value of the objective function will
change if the coefficient multiplies a
variable whose value is nonzero.

X1
400 600 800
16
 Sensitivity Analysis of - Right-Hand Side Values
Constraints 2X1 + 1X2 < 1000 (Plastic)
3X1 + 4X2 < 2400 (Production Time)
• In sensitivity analysis of right-hand sides of constraints, we are interested in
the following questions:
− Keeping all other factors the same, how much would the optimal value
of the objective function (for example, the profit) change if the right-
hand side of a constraint changed by one unit?
− For how many additional or fewer units will this per unit change be valid?
• Any change to the right-hand side of a binding constraint will change the
optimal solution.
• Any change to the right-hand side of a non-binding constraint that is less than
its slack or surplus, will cause no change in the optimal solution 17
02
Duality in
Linear Programming

18
 Duality in Linear Programming
https://en.wikipedia.org/wiki/Dual_linear_program

The dual of a given linear program (LP) is another LP that is derived

from the original (the primal) LP in the following schematic way:
• Each variable in the primal LP becomes a constraint in the dual LP;
• Each constraint in the primal LP becomes a variable in the dual LP;
• The objective direction is inversed – maximum in the primal
becomes minimum in the dual and vice versa

19
 Duality Theorem in Linear Programming
https://en.wikipedia.org/wiki/Dual_linear_program

The weak duality theorem says that, for each feasible solution x of the primal
and each feasible solution y of the dual: cTx ≤ bTy.
In other words, the objective value in each feasible solution of the dual is an
upper-bound on the objective value of the primal, and objective value in each
feasible solution of the primal is a lower-bound on the objective value of the
dual. This implies:
maxx cTx ≤ miny bTy
In particular, if the primal is unbounded (from above) then the dual has no
feasible solution, and if the dual is unbounded (from below) then the primal
has no feasible solution.
20
 Duality Theorem in Linear Programming
https://en.wikipedia.org/wiki/Dual_linear_program

The strong duality theorem says that if one of the two problems has an optimal
solution, so does the other one and that the bounds given by the weak duality
theorem are tight, i.e.:
maxx cTx = miny bTy
The strong duality theorem is harder to prove; the proofs usually use the weak
duality theorem as a sub-routine..

21
 Example of Duality in Linear Programming
https://en.wikipedia.org/wiki/Dual_linear_program

Consider the primal LP, with two variables and one constraint:

Applying the recipe above gives the following dual LP, with one variable
and two constraints:

22
03
Shadow Price in
Linear Programming

25
 Shadow Prices
• Assuming there are no other changes to the input parameters, the change to
the objective function value per unit increase to a right-hand side of a
constraint is called the “Shadow Price”

• A shadow price is commonly referred to as a monetary value assigned to

currently unknowable or difficult-to-calculate costs.
• It is calculated based on the willingness to pay principle - in the absence of
market prices, the most accurate measure of the value of a good or service
is what people are willing to give up in order to get it.
• Shadow pricing is often calculated on certain assumptions and premises

26
 Shadow Prices

• Sunk costs: The shadow price is the value of an extra unit of the
resource, since the cost of the resource is not included in the
calculation of the objective function coefficient.

• Included costs: The shadow price is the premium value above

the existing unit value for the resource, since the cost of the
resource is included in the calculation of the objective function
coefficient.

27
Shadow Prices: Graphical Representation
The Plastic
constraint X2 When more plastic becomes available (the
plastic constraint is relaxed), the right-hand side
of the plastic constraint increases.
1000
Maximum profit = $4360

Maximum profit = $4363.4

500
Note how the profit increases as
the amount of plastic increases.
Shadow price = 4363.40 – 4360.00 = $ 3.40
Production time
constraint X1

500

28
 Analyzing Shadow Prices
Assuming there are no other changes to the input parameters, the range of
feasibility is:
− The range of values for a right-hand side of a constraint, in which the
shadow prices for the constraints remain unchanged.
− In the range of feasibility, the objective function value changes as follows:

Change in objective value = [Shadow price][Change in the right-hand side value]

29
Using Excel Solver
This cell contains the value
Set target cell of the objective function
equal to .. Max

These cells contain

the decision variables

Click on ‘Options’
and check ‘Linear
Programming’ and
‘Non-negative’.
30
04
Notes on
Linear Programming
Solutions
31
 Infeasible Models

Objective Function
Infeasibility:
Occurs when a No point, simultaneously, lies both above

model has no line 1 and below lines 2 and 3

.
feasible point.
2

3 1
32
 Unbounded Solution

Unboundness:
Occurs when 
the objective
can become
infinitely large
(max), or
infinitely small
(min).

33
05
Analytic

Simplex Method
34
 Linear Programming Model

X2

Objective Function Zmax = 70X1+50X2 profit ($)

Subject to Constraint 4X1 + 3X2 < 240 production constraint (hours)
2X1 + 1X2 < 100
finishing constraint (hours)
(0,50)

X1 , X2 > 0 product A, product B (unit)

(30,40)

(0,0) (60,0) X1
35
 Simplex Method:

• The first step of the simplex method requires that each inequality be
converted into an equation. ”less than or equal to” inequalities are
converted to equations by including slack variables.
• Slack variables represent the unused resources between the left-
hand side and right-hand side of each inequality. It is mathematical
representation of surplus resources,
• In real life problems, it’s unlikely that all resources will be used
completely, so there usually are unused resources

36
 Simplex Method:

Suppose S1 resources production and S2 resources finishing remain

unused. The constraints become;
4X1+ 3X2 + S1 = 240 4X1+ 3X2 + S1 + 0S2 = 240
4X1+ 3X2 < 240
or
2X1+ X2 < 100 2X1+ X2 + S2 = 100 2X1+ X2 + 0S1 + S2 = 100

As unused hours result in no profit, the slack variables can be included in

the objective function with zero coefficients:
Zmax = 70X1+50X2

Z = 70X1+ 50X2 + 0S1 + 0S2

Z - 70X1+ 50X2 + 0S1 + 0S2 = 0 37
 Linear Programmng Model - Augmented
Converting inequality constraints to equality constraints by adding
slack variables

Original Form Augmented Form

Maximize Z = 70x1+ 50x2 Maximize Z = 70X1+ 50X2 + 0S1 + 0S2

subject to 4x1 + 3 x2 < 240 subject to 4X1+ 3X2 + S1 = 240
2X1 + 1X2 < 100
2X1+ X2 + S2 = 100
x1,x2 ≥0
x1,x2 ≥0

3 linear equation with 5 variables: Z, X1, X2, S1, S2,

38
 Simplex Procedure: Iterative Process

Initialization
(Find initial CPF solution)

Is the current Yes

CPF solution
optimal?

No
Stop

Move to a better
adjacent CPF solution

40
 Simplex Procedure:
Steps to solve a linear programming problem in standard form
1. Convert each inequality in the set of constraints to an equation by adding slack
variables.
2. Create the initial simplex tableau.
3. Select the pivot column. (The column with the “most negative value” element in the
last row.)
4. Select the pivot row. (The row with the smallest non-negative result when the last
element in the row is divided by the corresponding in the pivot column.)
5. Use elementary row operations calculate new values for the pivot row so that the
pivot is 1 (Divide every number in the row by the pivot number.)
6. Use elementary row operations to make all numbers in the pivot column equal to 0
except for the pivot number. If all entries in the bottom row are zero or positive, this
the final tableau. If not, go back to step 3.
7. If you obtain a final tableau, then the linear programming problem has a maximum
solution, which is given by the entry in the lower-right corner of the tableau. 41
 Simplex Procedure:
The PIVOT table

Pivot Column: The column of the tableau representing the variable to be

entered into the solution mix.

Pivot Row: The row of the tableau representing the variable to be

replaced in the solution mix.

Pivot Number: The element in both the pivot column and the pivot row.

42
 Simplex Tableau:
Maximize Z = 70X1+ 50X2 + 0S1 + 0S2
subject to 4X1+ 3X2 + S1 = 240
2X1+ X2 + S2 = 100
x1, x2 = 0
Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 1 -70 -50 0 0 0
s1 4 3 1 0 240

s2 2 1 0 1 100

43
 Simplex Tableau:
Select the pivot column (determine which variable to enter into the solution mix).
Choose the column with the “most negative” element in the objective function row.
x1 should enter into the solution mix because each unit of product A contributes a
profit of $70 compared with only $50 for each unit of product B
Pivot Column

Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 1 -70 -50 0 0 0

s1 4 3 1 0 240

s2 2 1 0 1 100

44
Simplex Tableau:
Select the pivot row (determine which variable to replace in the
solution mix). The pivot row is the row with the smallest non-
negative result.
Pivot Column

Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 1 -70 -50 0 0 0

s1 4 3 1 0 240 240/4 = 60

s2 2 1 0 1 100 100/2 = 50

Pivot Row
Pivot Point
45
 Simplex Tableau:
Divide the last element in each row by the corresponding element in the pivot column.
Should be replaced by x1 in the solution mix.
60 product A can be made with 240 unused production hours but only 50 product B can be
made with 100 finishing hours. Therefore, we decide to make 50 product A.
Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 1 -70 -50 0 0 0

s1 4 3 1 0 240

X1 1 1/2 0 1/2 50

Calculate new values for the pivot row. Divide every number in the row by the pivot number.

46
 Simplex Tableau:
Use row operations to make all numbers in the pivot column equal to 0 except for the pivot
number which remains as 1.
If 50 product A are made, then the unused production hours are reduced by 200 hours (4
h/product A multiplied by 50 units); the value changes from 240 hours to 40 hours.
Making 50 product A results in the profit being increased by $3500; the value changes from
$0 to $3500.
Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 0 0 -15 0 35 3500

s1 0 0 1 1 -2 40

X1 0 1 1/2 0 1/2 50

In this case : X1 = 50; X2 = 0; S1 = 40; S2 = 0; Z = 3500

47
 Simplex Tableau:
Now repeat the steps until there are no negative numbers in the last row.
Select the new pivot column. X2 should enter into the solution mix.
Select the new pivot row. S1 should be replaced by X2 in the solution mix.
new pivot
column

Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 1 0 -15 0 35 3500
new
pivot 40/1 = 40
row s1 0 0 1 1 -2 40

X1 0 1 1/2 0 1/2 50 50/0.5 = 100

48
 Simplex Tableau:

Maximize Z = 70X1+ 50X2 + 0S1 + 0S2

subject to 4X1+ 3X2 + S1 = 240

2X1+ X2 + S2 = 100
x1, x2 = 0

15.R1 + R3

1
− .R1 + R2
2
49
 Simplex Tableau:

Calculate new values for

the pivot row. As the
pivot number is already 1,
there is no need to
calculate new values for
the pivot row. Basic
variable
Z x1 x2 s1 s2 r.h.s.

Use row operations to Z 1 0 0 15 5 4100

make all numbers in the X2 0 0 1 1 -2 40
pivot column equal to
X1 0 1 0 -1/2 3/2 30
except for the pivot
number.
50
 Simplex Tableau:
The first row (Z) contains no negative numbers, this solution gives the maximum value of P.
Basic
variable
Z x1 x2 s1 s2 r.h.s.

Z 1 0 0 15 5 4100

X2 0 0 1 1 -2 40

X1 0 1 0 -1/2 3/2 30

x1 = 30, x2 = 40, s1 = 0, s2 = 0
If 40 product B are made, then the number of product A are reduced by 20 unit (1/2 A/B
multiplied by 40 B); the value changes from 50 product A to 30 product A. The replacement
of 20 product A by 40 product B results in the profit being increased by $600; the value
changes from $3500 to $4100.
X1 = 30 (unit product A)
X2 = 40 (unit product B)
Z = $ 4,100 51
The Dual Problem:
Minimization with problem constraints of the form >

Linear programming problems exist in pairs. That is in linear

programming problem, every maximization problem is associated
with a minimization problem. Conversely, associated with every
minimization problem is a maximization problem. Once we have a
problem with its objective function as maximization, we can write
by using duality relationship of linear programming problems, its
minimization version. The original linear programming problem is
known as primal problem, and the derived problem is known as
dual problem.

52
 The Dual Problem
Thus, the dual problem uses exactly the same parameters as the primal problem,
but in different locations. To highlight the comparison, now look at these same
two problems in matrix notation.
Primal Problem Dual Problem

Minimize Z = cx Maximize W = yb

Subject to Ax ≥ b Subject to yA  c

and X ≥0 and Y ≥0

Primal problem Dual problem

𝑎11 𝑎12 𝑎13 𝑎11 𝑏11 𝑐11

T
A= 𝑏11 𝑏12 𝑏13 A = 𝑎12 𝑏12 𝑐12
𝑐11 𝑐12 𝑐13 𝑎13 𝑏13 𝑐13
53
 TheAs anDual Problem
example,

Primal Problem in
Primal problem Consequently,
Dual problem
(1) the parameters for
Dual Problem ina alg
algebraic form form
Minimize C=3x1+5x2
constraint in either problem are
Maximize
the Z=4y1+1
1 0 4 coefficient
1 0 in 3the3other problem, and
Subject to x1 ≥ 4  A= 0 2 12  T
(2)
A = the
0 coefficients
2 2 5 for the objective
Subject to y1+3
 2x2 ≥ 12 4 12 18 1 problem are the 2y2+2
3 2 18 function of either
3x1+2x2 ≥18
3 5 1 right-sides for the other problem
and y1≥0 , y2≥0 ,y3≥0
and x1≥0, x2≥0

Dual Problem in algebraic

Dual problem form
Maximize Z=4y1+12y2+18y3
1 0 3 3
 T Consequently, (1) the parameters for a constraint
A= 0 2 2 5 Subject to y1+3y3  3
in either problem are the coefficients of a variable
2y2+2y3  5
4 12 18 1
in the other problem and (2) the coefficients for
the objective function of either
and problem are,ythe
y1≥0 , y2≥0 3≥0 54
TheSummary:
Dual Problem
PRIMAL - DUAL

Primal Dual
Maximize. Minimize

Objective Function. Right hand side.

Right hand side. Objective function.

ith row of input-output coefficients. ith column of input-output coefficients.

jth column of input-output coefficients. jth row of input-output coefficients.

55
06
Integer Programming
Goal Programming

56
 Integer Programming Model
• Quite too often that optimization problems require the solution to be
real values but limited to non-negative integer values.
• An Integer Programming model is a linear programming problem where
some or all of the variables are required to be non-negative integers.
▪ Recall RAID industry:
O.F. : Max: Z = 8X1 + 5X2 (Weekly profit)
subject to:
2X1 + 1X2 < 1000 (Plastic)
3X1 + 4X2 < 2400 (Production Time)
X1 + X2 < 700 (Total production)
X1 - X2 < 350 (Mix)
X1, X2 ≠ 0, X1 and X2 integer
57
 Classification of Integer Programming Model
Pure IP Model: where all variables must take integer values.
Maximize z = 8x1 + 5x2
subject to 2x1 + x2 < 1000; x1 + x2 < 700;
……………….
x1, x2 ≠ 0, x1 and x2 integer
Mixed IP Model: where some variables must be integer while others can take real values.
Maximize z = 3x1 + 2x2
subject to 2x1 + x2 < 1000; x1 + x2 < 700;
……………….
x1, x2 ≠ 0, x1 integer
0-1 IP Model: where all variables must take values 0 or 1 .
Maximize z = x1 - x2
subject to x1 + 2x2 < 2
2x1 - x2 < 1, x1, x2 = 0 or 1 58
 Simple Approaches for Solving IP Problem
Approach 1:
• Enumerate all possible solutions
• Determine their objective function values
• Select the solution with the maximum (or, minimum) value.
Any potential difficulty with this approach?

Approach 2:
• Solve the LP relaxation
• Round-off the solution to the nearest feasible integer solution.
Any potential difficulty with this approach?
59
Graphical Solution IP Problem (RAID Industry)
X2
Infeasible
1000 The Plastic
constraint: 2X1+X2 <
700 1000
Total production
constraint: X1+X2 < 700
500 (redundant)

Production mix constraint:

X1-X2 < 350
Feasible
X1
Production Time constraint:
3X1+4X2 < 2400
60
Linear Programming
LP Relaxation: The LP obtained by omitting all integer or 0-1 constraints on
variables is called the LP relaxation of IP.
IP:
Maximize: z = 8x1 + 5x2
subject to
2x1 + 1x2 < 1000
x1, x2 ≠ 0, x1 and x2 integer
LP Relaxation:
Maximize z = 8x1 + 5x2
subject to
2x1 + 1x2 < 1000
x1, x2 ≠ 0
Result:
Opt. obj. function value of IP < Optimal obj. function value of LP relaxation
61
Relaxation of IP
X2
1000

800

600

2x1 + 1x2 < 1000

400

200 1 = 200

X1
200 400 600 800 1000 1200
62
 Goal Programming Model
• Goal programming is a variation of linear programming considering more
than one objective (goals) in the objective function.
• Multiple goals are arranged in order of importance.
• Goal Constraint Requirements
− All goal constraints are equalities that include deviational variables d- and d+.
− A positive deviational variable (d+) is the amount by which a goal level is
exceeded.
− A negative deviation variable (d-) is the amount by which a goal level is
underachieved.
− At least one or both deviational variables in a goal constraint must equal zero.
− The objective function in a goal programming model seeks to minimize the
deviation from goals in the order of the goal priorities.
63
Goal Programming: Model Formulation
Beaver Creek Pottery Company Example:
Maximize Z = $40x1 + 50x2
subject to:
1x1 + 2x2  40 hours of labor
4x2 + 3x2  120 pounds of clay
x1, x2  0
Where: x1 = number of bowls produced
x2 = number of mugs produced

64
Goal Programming: Model Formulation
Adding objectives (goals) in order of importance, the company:
• Does not want to use fewer than 40 hours of labor per day.
• Would like to achieve a satisfactory profit level of $1,600 per day.
• Prefers not to keep more than 120 pounds of clay on hand each day.
• Would like to minimize the amount of overtime.

65
 Goal Constraints and Objective Function
▪ Labor goals constraint (1, less than 40 hours labor; 4, minimum overtime):
− Minimize P1d1-, P4d1+
▪ Add profit goal constraint (2, achieve profit of $1,600):
− Minimize P1d1-, P2d2-, P4d1+

▪ Add material goal constraint (3, avoid keeping more than 120 pounds of clay on
hand):
− Minimize P1d1-, P2d2-, P3d3+, P4d1+

66
Goal Constraints and Objective Function

Complete Goal Programming Model:

Minimize P1d1-, P2d2-, P3d3+, P4d1+
subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

67
 Goal Constraints and Objective Function
Alternative Forms of Goal Constraints

• Changing fourth-priority goal limits overtime to 10 hours instead of minimizing overtime:

− d1- + d4 - - d4+ = 10
− minimize P1d1 -, P2d2 -, P3d3 +, P4d4 +
• Addition of a fifth-priority goal- “important to achieve the goal for mugs”:
− x1 + d5 - = 30 bowls
− x2 + d6 - = 20 mugs
− minimize P1d1 -, P2d2 -, P3d3 -, P4d4 -, 4P5d5 -, 5P5d6 -

68
Goal Constraints and Objective Function
Alternative Forms of Goal Constraints

Complete Model with New Goals:

Minimize P1d1-, P2d2-, P3d3-, P4d4-, 4P5d5-, 5P5d6-
subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50x2 + d2- - d2+ = 1,600
4x1 + 3x2 + d3- - d3+ = 120
d1+ + d4- - d4+ = 10
x1 + d5- = 30
x2 + d6- = 20
x1, x2, d1-, d1+, d2-, d2+, d3-, d3+, d4-, d4+, d5-, d6-  0
69
 Goal Constraints and Objective Function
Alternative Forms of Goal Constraints

Minimize P1d1-, P2d2-, P3d3+, P4d1+

subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

Goal Constraints 70
 Goal Programming: Graphical Interpretation

Minimize P1d1-, P2d2-, P3d3+, P4d1+

subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

The First-Priority Goal: Minimize

71
 Goal Programming: Graphical Interpretation

Minimize P1d1-, P2d2-, P3d3+, P4d1+

subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

The Second-Priority Goal: Minimize

72
 Goal Programming: Graphical Interpretation

Minimize P1d1-, P2d2-, P3d3+, P4d1+

subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

The Third-Priority Goal: Minimize

73
 Goal Programming: Graphical Interpretation

Minimize P1d1-, P2d2-, P3d3+, P4d1+

subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

The Fourth-Priority Goal: Minimize

74
Goal Programming: Graphical Interpretation
Goal programming solutions do not always achieve all goals and they are
not optimal, they achieve the best or most satisfactory solution possible.
Minimize P1d1-, P2d2-, P3d3+, P4d1+
subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0
x1 = 15 bowls
x2 = 20 mugs
d1- = 15 hours
75
End Note

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